Bulk volume classification and information detection
Year of publication: |
2019
|
---|---|
Authors: | Panayides, Marios A. ; Shohfi, Thomas D. ; Smith, Jared |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 103.2019, p. 113-129
|
Subject: | Bulk volume | Classification algorithms | Informed trading strategies |
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